The finite-horizon version for a partially-observed stochastic control problem of benes & rishel

Authors: Ioannis Karatzas - ^a; Daniel L. Ocone - ^b

Affiliations:	^a Department of Statistics, Colurnbia University, New York, NY
	^b Department of Mathematics, Rutgers University Hill Center, New Brunswick, NJ

DOI: 10.1080/07362999308809332

Publication Frequency: 6 issues per year

Published in: journal

Subjects: Statistics & Probability; Stochastic Models & Processes;

Formats available: PDF (English)

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